+21.2%
DIS vs GSK
+76.8%
-55.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | -1.1% | -4.2% | +3.1% | 0.0% |
| 30D | +0.1% | -7.5% | +7.7% | +2.2% |
| 3M | +7.1% | -3.3% | +10.4% | +8.0% |
| 6M | +4.3% | -9.3% | +13.6% | +6.8% |
| YTD | -6.9% | +1.6% | -8.5% | -7.7% |
| 1Y | -10.3% | +25.5% | -35.8% | -16.3% |
| 3Y | +32.8% | +49.3% | -16.4% | +14.7% |
| 5Y | -41.5% | +46.7% | -88.1% | -50.2% |
| 10Y | +21.2% | +76.8% | -55.6% | -3.1% |
| All | +21.2% | +76.8% | -55.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling